BOIL vs. ^DJUSEN

Last updated Jul 16, 2026

BOIL (ProShares Ultra Bloomberg Natural Gas) is Oil & Gas fund tracking the Bloomberg Natural Gas Subindex, while ^DJUSEN (Dow Jones U.S. Oil & Gas Index) is an index.

Performance

BOIL vs. ^DJUSEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BOIL

• 1D: 1.21%
• 1M: -15.70%
• 6M: -31.39%
• YTD: -50.66%
• 1Y: -76.23%
• 3Y*: -66.03%
• 5Y*: -68.41%
• 10Y*: -58.61%

^DJUSEN

• 1D: -0.83%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BOIL vs. ^DJUSEN - Yearly Performance Comparison

	2026 (YTD)
BOIL ProShares Ultra Bloomberg Natural Gas	1.21%
^DJUSEN Dow Jones U.S. Oil & Gas Index	-0.83%

Return for Risk

BOIL vs. ^DJUSEN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOIL

BOIL Risk / Return Rank: 3
BOIL Sharpe Ratio Rank: 4
BOIL Sortino Ratio Rank: 4
BOIL Omega Ratio Rank: 3
BOIL Calmar Ratio Rank: 0
BOIL Martin Ratio Rank: 2

^DJUSEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOIL vs. ^DJUSEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and Dow Jones U.S. Oil & Gas Index (^DJUSEN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BOIL	^DJUSEN	Difference
Sharpe ratio: Return per unit of total volatility	-0.68	—	—
Sortino ratio: Return per unit of downside risk	-0.91	—	—
Omega ratio: Gain probability vs. loss probability	0.88	—	—
Calmar ratio: Return relative to maximum drawdown	-0.98	—	—
Martin ratio: Return relative to average drawdown	-1.38	—	—

Drawdowns

BOIL vs. ^DJUSEN - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, which is greater than ^DJUSEN's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for BOIL and ^DJUSEN.

Drawdown Indicators

	BOIL	^DJUSEN	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-0.83%	-99.17%
Max Drawdown (1Y) Largest decline over 1 year	-77.83%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-97.17%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-99.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.99%	—	—
Current Drawdown Current decline from peak	-100.00%	-0.83%	-99.17%
Average Drawdown Average peak-to-trough decline	-93.61%	-0.83%	-92.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.33%	—	—

Volatility

Volatility by Period

	BOIL	^DJUSEN	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	100.30%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	111.85%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	119.03%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.74%	—	—